I am looking for written routines to test a two-way error component
panel data model. xtreg only deals with individual effects, while I
wish to test for individual as well as time effects for balanced and
unbalanced panels. Routines for tests for unit root and panel
heteroscedasticity in both balanced and unbalanced panels will be
appreciated as well.
Thanks alot,
Mohsen Derregia
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
